CMJAX vs. CISIX
Compare and contrast key facts about Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Calvert US Large-Cap Core Responsible Index Fund (CISIX).
CMJAX is a passively managed fund by Calvert Research and Management that tracks the performance of the Calvert US Mid-Cap Core Responsible Index. It was launched on Oct 30, 2015. CISIX is managed by Calvert Research and Management. It was launched on Jun 30, 2000.
Performance
CMJAX vs. CISIX - Performance Comparison
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CMJAX vs. CISIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | -2.79% | 9.14% | 12.24% | 15.00% | -19.32% | 20.96% | 23.72% | 30.67% | -9.50% | 18.70% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | -4.89% | 15.90% | 24.14% | 27.27% | -21.68% | 25.63% | 26.12% | 32.81% | -4.08% | 21.18% |
Returns By Period
In the year-to-date period, CMJAX achieves a -2.79% return, which is significantly higher than CISIX's -4.89% return. Over the past 10 years, CMJAX has underperformed CISIX with an annualized return of 10.04%, while CISIX has yielded a comparatively higher 13.83% annualized return.
CMJAX
- 1D
- -0.71%
- 1M
- -8.92%
- YTD
- -2.79%
- 6M
- -1.44%
- 1Y
- 10.92%
- 3Y*
- 9.47%
- 5Y*
- 4.42%
- 10Y*
- 10.04%
CISIX
- 1D
- 3.02%
- 1M
- -5.45%
- YTD
- -4.89%
- 6M
- -2.26%
- 1Y
- 16.60%
- 3Y*
- 17.21%
- 5Y*
- 10.00%
- 10Y*
- 13.83%
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CMJAX vs. CISIX - Expense Ratio Comparison
CMJAX has a 0.49% expense ratio, which is higher than CISIX's 0.24% expense ratio.
Return for Risk
CMJAX vs. CISIX — Risk / Return Rank
CMJAX
CISIX
CMJAX vs. CISIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) and Calvert US Large-Cap Core Responsible Index Fund (CISIX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| CMJAX | CISIX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.61 | 0.92 | -0.31 |
Sortino ratioReturn per unit of downside risk | 0.99 | 1.42 | -0.44 |
Omega ratioGain probability vs. loss probability | 1.14 | 1.21 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | 0.73 | 1.43 | -0.69 |
Martin ratioReturn relative to average drawdown | 3.19 | 6.56 | -3.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CMJAX | CISIX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.61 | 0.92 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.57 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.52 | 0.75 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.52 | 0.36 | +0.17 |
Correlation
The correlation between CMJAX and CISIX is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
CMJAX vs. CISIX - Dividend Comparison
CMJAX's dividend yield for the trailing twelve months is around 4.53%, less than CISIX's 5.67% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CMJAX Calvert US Mid-Cap Core Responsible Index Fund Class A | 4.53% | 4.40% | 0.89% | 0.84% | 0.80% | 2.64% | 2.43% | 1.57% | 2.97% | 2.81% | 1.86% | 0.00% |
CISIX Calvert US Large-Cap Core Responsible Index Fund | 5.67% | 5.39% | 1.77% | 1.02% | 1.17% | 1.02% | 0.94% | 1.14% | 4.33% | 2.41% | 3.77% | 7.62% |
Drawdowns
CMJAX vs. CISIX - Drawdown Comparison
The maximum CMJAX drawdown since its inception was -38.09%, smaller than the maximum CISIX drawdown of -59.36%. Use the drawdown chart below to compare losses from any high point for CMJAX and CISIX.
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Drawdown Indicators
| CMJAX | CISIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.09% | -59.36% | +21.27% |
Max Drawdown (1Y)Largest decline over 1 year | -13.05% | -12.40% | -0.65% |
Max Drawdown (5Y)Largest decline over 5 years | -28.22% | -27.37% | -0.85% |
Max Drawdown (10Y)Largest decline over 10 years | -38.09% | -32.82% | -5.27% |
Current DrawdownCurrent decline from peak | -9.39% | -7.00% | -2.39% |
Average DrawdownAverage peak-to-trough decline | -6.43% | -14.38% | +7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.99% | 2.69% | +0.30% |
Volatility
CMJAX vs. CISIX - Volatility Comparison
The current volatility for Calvert US Mid-Cap Core Responsible Index Fund Class A (CMJAX) is 4.97%, while Calvert US Large-Cap Core Responsible Index Fund (CISIX) has a volatility of 5.57%. This indicates that CMJAX experiences smaller price fluctuations and is considered to be less risky than CISIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CMJAX | CISIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 5.57% | -0.60% |
Volatility (6M)Calculated over the trailing 6-month period | 10.20% | 9.83% | +0.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 18.74% | +0.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.54% | 17.77% | +0.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.51% | 18.54% | +0.97% |